ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.130 |
87.365 |
0.235 |
0.3% |
85.800 |
| High |
87.540 |
87.385 |
-0.155 |
-0.2% |
87.245 |
| Low |
87.125 |
86.975 |
-0.150 |
-0.2% |
85.245 |
| Close |
87.407 |
87.092 |
-0.315 |
-0.4% |
87.016 |
| Range |
0.415 |
0.410 |
-0.005 |
-1.2% |
2.000 |
| ATR |
0.616 |
0.603 |
-0.013 |
-2.1% |
0.000 |
| Volume |
40,070 |
32,505 |
-7,565 |
-18.9% |
186,137 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.381 |
88.146 |
87.318 |
|
| R3 |
87.971 |
87.736 |
87.205 |
|
| R2 |
87.561 |
87.561 |
87.167 |
|
| R1 |
87.326 |
87.326 |
87.130 |
87.239 |
| PP |
87.151 |
87.151 |
87.151 |
87.107 |
| S1 |
86.916 |
86.916 |
87.054 |
86.829 |
| S2 |
86.741 |
86.741 |
87.017 |
|
| S3 |
86.331 |
86.506 |
86.979 |
|
| S4 |
85.921 |
86.096 |
86.867 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.502 |
91.759 |
88.116 |
|
| R3 |
90.502 |
89.759 |
87.566 |
|
| R2 |
88.502 |
88.502 |
87.383 |
|
| R1 |
87.759 |
87.759 |
87.199 |
88.131 |
| PP |
86.502 |
86.502 |
86.502 |
86.688 |
| S1 |
85.759 |
85.759 |
86.833 |
86.131 |
| S2 |
84.502 |
84.502 |
86.649 |
|
| S3 |
82.502 |
83.759 |
86.466 |
|
| S4 |
80.502 |
81.759 |
85.916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.540 |
85.245 |
2.295 |
2.6% |
0.647 |
0.7% |
80% |
False |
False |
41,642 |
| 10 |
87.540 |
85.245 |
2.295 |
2.6% |
0.529 |
0.6% |
80% |
False |
False |
33,822 |
| 20 |
87.540 |
84.525 |
3.015 |
3.5% |
0.634 |
0.7% |
85% |
False |
False |
38,861 |
| 40 |
87.540 |
84.005 |
3.535 |
4.1% |
0.587 |
0.7% |
87% |
False |
False |
38,035 |
| 60 |
87.540 |
81.500 |
6.040 |
6.9% |
0.505 |
0.6% |
93% |
False |
False |
26,412 |
| 80 |
87.540 |
80.280 |
7.260 |
8.3% |
0.430 |
0.5% |
94% |
False |
False |
19,870 |
| 100 |
87.540 |
79.885 |
7.655 |
8.8% |
0.384 |
0.4% |
94% |
False |
False |
15,916 |
| 120 |
87.540 |
79.885 |
7.655 |
8.8% |
0.347 |
0.4% |
94% |
False |
False |
13,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.128 |
|
2.618 |
88.458 |
|
1.618 |
88.048 |
|
1.000 |
87.795 |
|
0.618 |
87.638 |
|
HIGH |
87.385 |
|
0.618 |
87.228 |
|
0.500 |
87.180 |
|
0.382 |
87.132 |
|
LOW |
86.975 |
|
0.618 |
86.722 |
|
1.000 |
86.565 |
|
1.618 |
86.312 |
|
2.618 |
85.902 |
|
4.250 |
85.233 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.180 |
87.023 |
| PP |
87.151 |
86.954 |
| S1 |
87.121 |
86.885 |
|